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Leverage Trepp DM™ for CRE Loan and Portfolio Forecasting

Trepp DM™ is a web-based platform that enables banks to forecast commercial real estate loan Probability of Default (PD), Loss Given Default LGD) and Expected Loss (EL) at the loan and portfolio levels. Bank clients trust Trepp DM to meet specific stress testing mandates such as Dodd-Frank and Comprehensive Capital Analysis and Review with transparent and reliable results – all on a secure, hosted environment that is also cost-effective, easily implemented, and efficient.

Product Features

Project up to 20 quarters of PD, LGD and EL for every CRE loan held on balance sheet.

Run custom scenarios and apply custom metro-level value and income growth vectors.

View results in secure, hosted web platform or download to an internal system complete with audit trail of parameters selected for each analysis.

Product Highlights

Transparency: comprehensive documentation, third-party validation, and back testing eliminate the challenges of competitors’ “black box” approach that regulators frown upon meaning that Trepp DM offers results that are reasonable and defensible.

Better Results: Trepp DM is built with the ability to customize multiple scenarios and make them more relevant to banks, which delivers a higher confidence in loan-loss projections.

Efficiency: PD, LDG and EL results are calculated in a secure, web-based platform enabling the flexibility to quickly run and save large portfolios of loans or simply assess one loan at a time.

Ease-of-Use: Clients can upload and run loan-level analysis from day one with an intuitive, accessible interface.

Run your business with the best data available

As the leading provider of information, analytics and technology to the CMBS, CRE and banking markets, Trepp provides you with three distinct web-based product suites to increase your operational efficiencies and investment performance.